Nonparametric Quantile Regression-Based Classifiers for Bankruptcy Forecasting

dc.contributor.author	Lorca Fernández, Pedro
dc.contributor.author	Landajo Álvarez, Manuel
dc.contributor.author	Andrés Suárez, Javier
dc.date.accessioned	2014-04-04T08:14:39Z
dc.date.available	2014-04-04T08:14:39Z
dc.date.issued	2014
dc.identifier.citation	Journal of Forecasting, 33(2), p. 124-133 (2014); doi:10.1002/for.2280
dc.identifier.issn	0277-6693
dc.identifier.issn	1099-131X
dc.identifier.uri	http://hdl.handle.net/10651/25287
dc.description.sponsorship	This work was supported in part by the Spanish Ministry of Science and Innovation under grant ECO2008-00242.
dc.format.extent	p. 124-133
dc.language.iso	eng
dc.relation.ispartof	Journal of Forecasting
dc.rights	© 2013 John Wiley & Sons, Ltd
dc.source	WOS:000330263500003
dc.title	Nonparametric Quantile Regression-Based Classifiers for Bankruptcy Forecasting
dc.type	journal article
dc.identifier.local	20141148
dc.identifier.doi	10.1002/for.2280
dc.relation.projectID	MICINN/ECO2008-00242
dc.relation.publisherversion	http://dx.doi.org/10.1002/for.2280

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